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相关论文: Towards a characterization of elliptic Harnack ine…

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Until now, it has been an open question whether every subordinated Brownian motion (SBM) satisfies the elliptic Harnack inequality (EHI). In this paper, we show that the answer is ``no." In our first theorem, we show that if $X=(X_t)_{t…

概率论 · 数学 2023-04-12 Jens Malmquist , Mathav Murugan

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

概率论 · 数学 2012-04-06 Panki Kim , Ante Mimica

A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…

概率论 · 数学 2013-01-31 Panki Kim , Ante Mimica

We prove the scale invariant Elliptic Harnack Inequality (EHI) for non-negative harmonic functions on ${\mathbb{Z}}^d$. The purpose of this note is to provide a simplified self-contained probabilistic proof of EHI in ${\mathbb{Z}}^d$ that…

概率论 · 数学 2023-01-25 Siva Athreya , Nitya Gadhiwala , Ritvik R. Radhakrishnan

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

概率论 · 数学 2017-02-15 Krzysztof Bogdan , Takashi Kumagai , Mateusz Kwaśnicki

We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal L\'{e}vy process with the characteristic exponent $\psi$ satisfying some scaling condition. We show sharp…

概率论 · 数学 2015-01-21 Tomasz Grzywny

We prove a Harnack inequality for the solutions of a difference equation with non-elliptic balanced i.i.d. coefficients. Along the way we prove a (weak) quantitative homogenisation result, which we believe is of some interest too.

概率论 · 数学 2018-07-11 Noam Berger , Moran Cohen , Jean-Dominique Deuschel , Xiaoqin Guo

We prove that the parabolic Harnack inequality implies the existence of jump kernel for symmetric pure jump process. This allows us to remove a technical assumption on the jumping measure in the recent characterization of the parabolic…

概率论 · 数学 2020-05-27 Guanhua Liu , Mathav Murugan

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we…

概率论 · 数学 2011-12-22 Moritz Kassmann , Ante Mimica

We use the method of sliding paraboloids to establish a Harnack inequality for linear, degenerate and singular elliptic equation with unbounded lower order terms. The equations we consider include uniformly elliptic equations and linearized…

偏微分方程分析 · 数学 2016-07-06 Nam Q. Le

In this paper, a necessary and sufficient condition is obtained for the scale invariant boundary Harnack inequality (BHP in abbreviation) for a large class of Hunt processes on metric measure spaces that are in weak duality with another…

概率论 · 数学 2023-12-06 Zhen-Qing Chen , Jie-Ming Wang

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

概率论 · 数学 2017-05-24 Tomasz Grzywny , Mateusz Kwaśnicki

The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…

统计力学 · 物理学 2022-08-18 Pierre Nazé , Sebastian Deffner , Marcus V. S. Bonança

We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…

概率论 · 数学 2019-11-15 Tomasz Grzywny , Łukasz Leżaj , Maciej Miśta

The main goal of this article is to derive a two-sided estimate for hitting probabilities of a hypoelliptic stochastic differential equation (SDE) driven by fractional Brownian motion (fBM) with Hurst parameter $H\in(1/4,1)$ in terms of…

概率论 · 数学 2025-12-09 Xi Geng , Sheng Wang

We consider difference equations in balanced, i.i.d. environments which are not necessary elliptic. In this setting we prove a parabolic Harnack inequality (PHI) for non-negative solutions to the discrete heat equation satisfying a (rather…

概率论 · 数学 2022-06-29 Noam Berger , David Criens

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

概率论 · 数学 2023-05-12 Aurélien Velleret

In this paper, we consider a large class of subordinate random walks $X$ on integer lattice $\mathbb{Z}^d$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying a certain lower scaling condition at zero.…

概率论 · 数学 2017-01-27 Ante Mimica , Stjepan Šebek

The existence and uniqueness are established for McKean-Vlasov SDEs driven by L\'{e}vy processes. By using an approximation technique and coupling by change of measures, Harnack inequalities are investigated for McKean-Vlasov SDEs driven by…

概率论 · 数学 2022-02-24 Chang-Song Deng , Xing Huang

This paper introduces certain elliptic Harnack inequalities for harmonic functions in the setting of the product space $M \times X$, where $M$ is a (weighted) Riemannian Manifold and $X$ is a countable graph. Since some standard arguments…

概率论 · 数学 2015-06-30 Mark Cerenzia , Laurent Saloff-Coste
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